Emerging Markets Quant – Rates & FX (C++)

Undisclosed; Greater London; On-site; GBP 120,000 - 170,000; Full time

Job summary

Undisclosed is seeking an Emerging Markets Quantitative Researcher to join its Rates QRs team. The role focuses on enhancing, maintaining and supporting pricing models for Emerging Markets Rates and FX within a fast-paced investment banking environment.

Strong hands-on C++ coding and practical experience with linear rates products are required, along with a solid grasp of EM market characteristics and front-office collaboration.

Qualifications

• Strong hands-on C++ programming in a quantitative research context.
• Experience with linear rates products and pricing.
• Exposure to Emerging Markets conventions and market structure.

Responsibilities

• Enhance, maintain and support pricing models across Rates and FX.
• Collaborate with Front Office Trading to understand pricing requirements and trading challenges.
• Develop and maintain pricing analytics and risk methodologies.
• Work with IT on model implementation, production support and technical improvements.
• Translate trading desk needs into effective technical solutions.
• Contribute to alignment of pricing methodologies across FICC.
• Apply strong C++ coding to quantitative modelling tasks.
• Demonstrate understanding of Rates and FX products in a financial markets setting.
• Be aware of Emerging Markets idiosyncrasies and challenges.
• Engage with Front Office and Technology teams to deliver solutions.
• Communicate effectively with Quant Research, Trading and Technology teams.

Skills

C++ Programming

Linear Rates

Quantitative Modelling

Rates & FX

Emerging Markets

Front Office Exposure

Communication Skills

Job description

Undisclosed is seeking an Emerging Markets Quantitative Researcher to join its Rates QRs team. The role focuses on enhancing, maintaining and supporting pricing models for Emerging Markets Rates and FX within a fast-paced investment banking environment.

Strong hands-on C++ coding and practical experience with linear rates products are required, along with a solid grasp of EM market characteristics and front-office collaboration.